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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "margEVT" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'margEVT: Regularized Point Processes and Stochastic Marginalization for Extremes'
version: 0.4.0
identifiers:
- type: doi
  value: 10.32614/CRAN.package.margEVT
abstract: Implements a non-stationary extreme value analysis framework by coupling
  a covariate-driven non-homogeneous Poisson process (NHPP) with (adaptive) elastic-net
  regularization and analytical gradients. Provides methods for estimating conditional
  return levels and unconditional (marginalized) return levels via parametric stochastic
  integration over stable vector autoregressive VAR(p) covariate trajectories, or
  non-parametric annual-block resampling. Supports block-specific penalty controls,
  BIC selection along a regularization path, Karush-Kuhn-Tucker convergence checks,
  time-rescaling residual diagnostics, conditional parametric bootstrap inference,
  and walk-forward assessment.
authors:
- family-names: Villa
  given-names: Rodrigo Fonseca
  email: rodrigo03.villa@gmail.com
  orcid: https://orcid.org/0009-0005-2938-2270
preferred-citation:
  type: manual
  title: 'margEVT: Regularized Point Processes and Stochastic Marginalization for
    Extremes'
  authors:
  - family-names: Villa
    given-names: Rodrigo Fonseca
    email: rodrigo03.villa@gmail.com
    orcid: https://orcid.org/0009-0005-2938-2270
  year: '2026'
  notes: R package version 0.4.0
  url: https://github.com/rodrigosqrt3/margEVT
repository: https://rodrigosqrt3.r-universe.dev
repository-code: https://github.com/rodrigosqrt3/margEVT
commit: 99ba0f20f56af57ce6b9b078bf8d095aca726986
url: https://github.com/rodrigosqrt3/margEVT
date-released: '2026-10-13'
contact:
- family-names: Villa
  given-names: Rodrigo Fonseca
  email: rodrigo03.villa@gmail.com
  orcid: https://orcid.org/0009-0005-2938-2270
references:
- type: thesis
  title: Regularized Poisson Point Process Models and Stochastic Marginalization for
    Return-Level Inference under Covariate-Driven Extremes
  authors:
  - family-names: Villa
    given-names: Rodrigo Fonseca
  institution:
    name: Instituto de Matemática e Estatística, Universidade Federal do Rio Grande
      do Sul
    address: Porto Alegre, Brazil
  year: '2026'
  notes: 'Advisor: Flavio A. Ziegelmann'
  thesis-type: Master's Thesis